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Pro-cyclicality of risk measurements - empirical quantification and theoretical confirmation

Bräutigam, Marcel - 2020

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Realized volatility, jump and beta : evidence from Canadian stock market

Gajurel, Dinesh; Chowdhury, Biplob - 2020

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Survey of volatility and spillovers on financial markets

Kočenda, Evžen - In: Prague economic papers : a bimonthly journal of … 27 (2018) 3, pp. 293-305

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Does the clarity of monetary policy reports reduce volatility in financial markets?

Bulíř, Aleš; Čihák, Martin; Jansen, David-Jan - In: Finance a úvěr 68 (2018) 1, pp. 2-17

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Time-Frequency connectedness between developing countries in the COVID-19 pandemic : the case of East Africa

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The impact of the COVID-19 pandemic on the volatility of cryptocurrencies

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great volatility regarding the response of Bitcoin to a shock of STOXX50. The Granger causality test was constructed to …

Persistent link: https://www.econbiz.de/10014284682

The spillover effect on the CEE equity markets and the financial contagion In the context of financial integration

Boghicevici, Claudia; Stamule, Simona; Lolea, Iulian Cornel - In: Romanian journal of economic forecasting 24 (2021) 4, pp. 155-170

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COVID-19 pandemic & financial market volatility : evidence from GARCH models

Khan, Maaz; Kayani, Umar Nawaz; Khan, Mrestyal; Mughal, … - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-20

the market volatility and asymmetric behavior of Bitcoin, EUR, S&P 500 index, Gold, Crude Oil, and Sugar during the COVID … returns data ranging from 27 November 2018 to 15 June 2021. The empirical findings show a high level of volatility persistence …

Persistent link: https://www.econbiz.de/10014289566

On the hidden side of liquidity

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Persistent link: https://www.econbiz.de/10009691773

How aggressive are high-frequency traders?

Hagströmer, Björn; Nordén, Lars; Zhang, Dong - In: The financial review : the official publication of the … 49 (2014) 2, pp. 395-419

Persistent link: https://www.econbiz.de/10010363573